The Geometry of the Wilks’s Λ Random Field
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چکیده
The statistical problem addressed in this paper to approximate the P-value of the maximum of a smooth random field of Wilks’s Λ statistics. So far results are only available for the usual univariate statistics (Z, t, χ2, F ) and a few multivariate statistics (Hotelling’s T 2, maximum canonical correlation, Roy’s maximum root). We derive results for any differentiable scalar function of two independent Wishart random fields, such as Wilks’s Λ and Pillai’s trace. We apply our results to a problem in brain shape analysis.
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تاریخ انتشار 2005